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But the underlying natural world didn’t change. What changed is the way you think about it.
The point is that emergence is a way of thinking, not a way of being. If you consider emergence to be real, then considering emergence to be physically real imposes a way of thinking of reality that is an illusion. No, a swim bladder or a catalytic fold is not physical. It is a way of looking at reality.
In metaphysics and ontology, there is a concept called the “block world”. That is, the world of physical reality is just this space/time block. Does this mean that our concepts of reality are just an illusion? No, I am arguing that the concepts are a property of reality.